| Trading Metrics calculated at close of trading on 28-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2018 |
28-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
3,436.0 |
3,458.0 |
22.0 |
0.6% |
3,378.0 |
| High |
3,460.0 |
3,463.0 |
3.0 |
0.1% |
3,436.0 |
| Low |
3,432.0 |
3,443.0 |
11.0 |
0.3% |
3,375.0 |
| Close |
3,457.0 |
3,455.0 |
-2.0 |
-0.1% |
3,429.0 |
| Range |
28.0 |
20.0 |
-8.0 |
-28.6% |
61.0 |
| ATR |
36.1 |
34.9 |
-1.1 |
-3.2% |
0.0 |
| Volume |
523,231 |
593,968 |
70,737 |
13.5% |
2,917,048 |
|
| Daily Pivots for day following 28-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,513.7 |
3,504.3 |
3,466.0 |
|
| R3 |
3,493.7 |
3,484.3 |
3,460.5 |
|
| R2 |
3,473.7 |
3,473.7 |
3,458.7 |
|
| R1 |
3,464.3 |
3,464.3 |
3,456.8 |
3,459.0 |
| PP |
3,453.7 |
3,453.7 |
3,453.7 |
3,451.0 |
| S1 |
3,444.3 |
3,444.3 |
3,453.2 |
3,439.0 |
| S2 |
3,433.7 |
3,433.7 |
3,451.3 |
|
| S3 |
3,413.7 |
3,424.3 |
3,449.5 |
|
| S4 |
3,393.7 |
3,404.3 |
3,444.0 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,596.3 |
3,573.7 |
3,462.6 |
|
| R3 |
3,535.3 |
3,512.7 |
3,445.8 |
|
| R2 |
3,474.3 |
3,474.3 |
3,440.2 |
|
| R1 |
3,451.7 |
3,451.7 |
3,434.6 |
3,463.0 |
| PP |
3,413.3 |
3,413.3 |
3,413.3 |
3,419.0 |
| S1 |
3,390.7 |
3,390.7 |
3,423.4 |
3,402.0 |
| S2 |
3,352.3 |
3,352.3 |
3,417.8 |
|
| S3 |
3,291.3 |
3,329.7 |
3,412.2 |
|
| S4 |
3,230.3 |
3,268.7 |
3,395.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,463.0 |
3,398.0 |
65.0 |
1.9% |
23.0 |
0.7% |
88% |
True |
False |
554,760 |
| 10 |
3,463.0 |
3,336.0 |
127.0 |
3.7% |
33.3 |
1.0% |
94% |
True |
False |
704,821 |
| 20 |
3,528.0 |
3,336.0 |
192.0 |
5.6% |
33.4 |
1.0% |
62% |
False |
False |
765,127 |
| 40 |
3,533.0 |
3,336.0 |
197.0 |
5.7% |
32.8 |
1.0% |
60% |
False |
False |
798,813 |
| 60 |
3,537.0 |
3,330.0 |
207.0 |
6.0% |
38.1 |
1.1% |
60% |
False |
False |
876,467 |
| 80 |
3,564.0 |
3,330.0 |
234.0 |
6.8% |
37.0 |
1.1% |
53% |
False |
False |
663,242 |
| 100 |
3,564.0 |
3,288.0 |
276.0 |
8.0% |
34.8 |
1.0% |
61% |
False |
False |
532,775 |
| 120 |
3,564.0 |
3,163.0 |
401.0 |
11.6% |
36.8 |
1.1% |
73% |
False |
False |
444,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,548.0 |
|
2.618 |
3,515.4 |
|
1.618 |
3,495.4 |
|
1.000 |
3,483.0 |
|
0.618 |
3,475.4 |
|
HIGH |
3,463.0 |
|
0.618 |
3,455.4 |
|
0.500 |
3,453.0 |
|
0.382 |
3,450.6 |
|
LOW |
3,443.0 |
|
0.618 |
3,430.6 |
|
1.000 |
3,423.0 |
|
1.618 |
3,410.6 |
|
2.618 |
3,390.6 |
|
4.250 |
3,358.0 |
|
|
| Fisher Pivots for day following 28-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,454.3 |
3,450.0 |
| PP |
3,453.7 |
3,445.0 |
| S1 |
3,453.0 |
3,440.0 |
|